Credit Risk Data Analyst
6 days ago
Credit Risk Data Analyst
Salary; R55000 - R65000
Area; Cape Town
**Brief description of the vacancy**
This person makes the decision on whether the loan is approved or not. They need to analyse the data
given, work on the current models, and be able to build onto them.
This role is focused on building and maintaining technically sound credit models to report on the health of the credit loan book.
**Experience required**
Must have credit working experience. Must be good with numbers.
**Qualifications required**
Formal 3 year degree in Risk Management/ Finance/ Mathematics/ Engineering/ Actuarial Science.
**Computer Skills required**
a. Advanced Excel
b. Advanced SQL
c. Advanced VBA
d. Ability to work with complex data sets
e. SSRS/Power BI experience advantageous
**Key Responsibilities (KPI’s)**
**Credit Models**
a. Understand and support technically sound models including:
i. Roll rate models
ii. Vintage curves
iii. Payment strings
iv. IFRS9 Provisioning models
v. Book reporting and analysis
vi. ECL curves
**2. **Book performance monitoring**
a. Continuously monitor the book performance both from an origination as well as a payment profile perspective
b. Perform ad-hoc analysis to understand trends
c. Make recommendations on how to improve the credit quality of the book
**3. **Monthly reporting**
a. Create and automate monthly reports for the risk pack
b. Attend monthly credit meetings
c. Present analysis and findings in verbal or written format
**4. **Ad-hoc analysis**
a. Support the business with analysis on loan intake and activation rate trends
**Job Type**: Permanent
Pay: R55,000.00 - R65,000.00 per month
Ability to commute/relocate:
- Cape Town, Western Cape: Reliably commute or planning to relocate before starting work (required)
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